27 results on '"Privault, Nicolas"'
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2. Third Cumulant Stein Approximation for Poisson Stochastic Integrals
3. Gaussian Estimates for the Solutions of Some One-dimensional Stochastic Equations
4. Cumulant Operators for Lie–Wiener–Itô–Poisson Stochastic Integrals
5. Stein Estimation for the Drift of Gaussian Processes Using the Malliavin Calculus
6. Integration by Parts for Point Processes and Monte Carlo Estimation
7. Stein estimation of Poisson process intensities
8. Computations of Greeks in a market with jumps via the Malliavin calculus
9. Absolute Continuity in Infinite Dimensions and Anticipating Stochastic Calculus
10. Characterization of stochastic equilibrium controls by the Malliavin calculus.
11. Calcul des variations stochastique pour la mesure de densité uniforme
12. Stein normal approximation for multidimensional Poisson random measures by third cumulant expansions.
13. De Rham-Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space.
14. Mixing of Poisson random measures under interacting transformations.
15. Conditionally Gaussian stochastic integrals.
16. The Stein and Chen-Stein Methods for Functionals of Non-Symmetric Bernoulli Processes.
17. Convex comparison inequalities for non-Markovian stochastic integrals.
18. Cumulant operators and moments of the Itô and Skorohod integrals.
19. Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces
20. DENSITY ESTIMATION OF FUNCTIONALS OF SPATIAL POINT PROCESSES WITH APPLICATION TO WIRELESS NETWORKS.
21. RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE.
22. Sensitivity analysis and density estimation for finite-time ruin probabilities
23. Superefficient drift estimation on the Wiener space
24. Deviation inequalities and the law of iterated logarithm on the path space over a loop group.
25. Non-Gaussian Malliavin calculus on real Lie algebras
26. Conditional Calculus on Poisson Space and Enlargement of Filtration.
27. White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance.
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